Interbank liquidity risk transmission to large emerging markets in crisis periods
(2022)
Journal Article
Sifat, I., Zarei, A., Hosseini, S., & Bouri, E. (2022). Interbank liquidity risk transmission to large emerging markets in crisis periods. International Review of Financial Analysis, 82, https://doi.org/10.1016/j.irfa.2022.102200
Outputs (61)
State Law and Shariah Compatibility: Methodological Overview and Application to Financial Laws (2022)
Journal Article
Ahmed, H., & Abozaid, A. (2022). State Law and Shariah Compatibility: Methodological Overview and Application to Financial Laws. Manchester Journal of Transnational Islamic Law & Practice, 18(1), 123-139
Feedback Trading in Currency Markets: International Evidence (2022)
Journal Article
Tayeh, M., & Kallinterakis, V. (2022). Feedback Trading in Currency Markets: International Evidence. Journal of Behavioral Finance, 23(1), 1-22. https://doi.org/10.1080/15427560.2020.1821685
Democracy and the pricing of initial public offerings around the world (2022)
Journal Article
Duong, H., Goyal, A., Kallinterakis, V., & Veeraraghavan, M. (2022). Democracy and the pricing of initial public offerings around the world. Journal of Financial Economics, 145(1), 322-341. https://doi.org/10.1016/j.jfineco.2021.07.010
A study of cross-industry return predictability in the Chinese stock market (2022)
Journal Article
Ellington, M., Stamatogiannis, M. P., & Zheng, Y. (2022). A study of cross-industry return predictability in the Chinese stock market. International Review of Financial Analysis, 83, https://doi.org/10.1016/j.irfa.2022.102249
Exploring the role of oil shocks on the financial stability of Gulf Cooperation Council countries (2022)
Journal Article
Elsayed, A. H., Downing, G., Lau, C. K. M., & Sheng, X. (2024). Exploring the role of oil shocks on the financial stability of Gulf Cooperation Council countries. International Journal of Finance and Economics, 29(2), 1804-1819. https://doi.org/10.1002/ijfe.2757This study explores the relationship and connectedness between oil returns and financial stresses in six Gulf Cooperation Council (GCC) countries using daily data from September 21, 2006 to May 31, 2019. The Bayesian Graph-based Structural Vector Aut... Read More about Exploring the role of oil shocks on the financial stability of Gulf Cooperation Council countries.
A critique of the agency theory viewpoint of stock price crash risk: The opacity and overinvestment channels (2022)
Journal Article
Andreou, P. C., Lambertides, N., & Magidou, M. (2023). A critique of the agency theory viewpoint of stock price crash risk: The opacity and overinvestment channels. British Journal of Management, 34(4), 2158-2185. https://doi.org/10.1111/1467-8551.12693This study documents a puzzling historical trend in crash risk for US-listed firms: between 1950 and 2019, the firm-year occurrences of idiosyncratic stock price crashes rose from 5.5% to an astonishing 27%. The vastness of the literature notoriously... Read More about A critique of the agency theory viewpoint of stock price crash risk: The opacity and overinvestment channels.
Cyber Security of Electric Vehicle Charging Infrastructure: Open Issues and Recommendations (2022)
Presentation / Conference Contribution
Skarga-Bandurova, I., Kotsiuba, I., & Biloborodova, T. (2022, December). Cyber Security of Electric Vehicle Charging Infrastructure: Open Issues and Recommendations. Paper presented at 2022 IEEE International Conference on Big Data (Big Data), Osaka, Japan
Does corporate ESG create value? New evidence from M&As in China (2022)
Journal Article
Zheng, Z., Li, J., Ren, X., & Guo, J. M. (2023). Does corporate ESG create value? New evidence from M&As in China. Pacific-Basin Finance Journal, 77, Article 101916. https://doi.org/10.1016/j.pacfin.2022.101916Using a large sample of Chinese companies' domestic M&A, this study provides new evidence on the financial payback of corporate ESG and its dynamics. We find that acquirers' ESG rating is positively correlated to post-M&A performance and deal complet... Read More about Does corporate ESG create value? New evidence from M&As in China.
Financial connectedness and risk transmission among MENA countries: Evidence from connectedness network and clustering analysis (2022)
Journal Article
Balcilar, M., Elsayed, A. H., & Hammoudeh, S. (2023). Financial connectedness and risk transmission among MENA countries: Evidence from connectedness network and clustering analysis. Journal of International Financial Markets, Institutions and Money, 82, https://doi.org/10.1016/j.intfin.2022.101656This study examines the financial connectedness and risk transmission among MENA economies by accounting for financial connectedness in the short and long run as well dependency under extreme market conditions and network graph analysis. To this end,... Read More about Financial connectedness and risk transmission among MENA countries: Evidence from connectedness network and clustering analysis.